[英]How to calculate `lib.ema` starting from the previous period?
嗨,我需要在Zenbot中計算EMA,但是從上一時期開始,該怎么做?
return function ema (s, key, length, source_key) {
if (!source_key) source_key = 'close'
if (s.lookback.length >= length) {
var prev_ema = s.lookback[0][key]
if (typeof prev_ema === 'undefined' || isNaN(prev_ema)) {
var sum = 0
s.lookback.slice(0, length).forEach(function (period) {
sum += period[source_key]
})
prev_ema = sum / length
}
var multiplier = 2 / (length + 1)
s.period[key] = (s.period[source_key] - prev_ema) * multiplier + prev_ema
}
}
}
最近發現同一件事,您可以將此提交用作參考。
+++ b/extensions/strategies/wavetrend/strategy.js
@@ -0,0 +1,172 @@
...
+ onPeriod: function (s, cb) {
+ if (s.period.wto) {
+ s.signal = null // hold
+ let prev_wto = s.lookback[0].wto
+ let wto = s.period.wto
+ let prev_hcl3 = s.lookback[0].hcl3
+ let hcl3 = s.period.hcl3
+ let prev_ema = s.lookback[0].ema
+ let ema = s.period.ema
+
+ if (!s.sell_signal_close)
+ s.sell_signal_close = 0
+ if (!s.buy_signal_close)
+ s.buy_signal_close = 0
+ if (!s.sell_pct_orig)
+ s.sell_pct_orig = s.sell_pct
+ if (!s.buy_pct_orig)
+ s.buy_pct_orig = s.sell_pct
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